Purple Valley Capital, Inc. : Diversified Trend 1

Year-to-Date: 43.74%
Feb Performance: 33.44%

Min Investment: $ 100k
Mgmt. Fee: 2.00%
Perf. Fee: 20.00%

Annualized Vol: 47.43%
Sharpe (RFR=1%): 0.52
CAROR: 16.49%

Assets: $ 6.4M
Worst DD: -69.77
S&P Correlation: -0.10

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Growth of 1,000 - VAMI

Monthly Performance

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	YTD	DD

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

Period Returns

Program / Index	Feb	Qtr	YTD	1yr	3yr	5yr	10yr	Since 8/2008
Diversified Trend 1	33.44	117.77	43.74	267.90	225.29	91.21	91.68	582.53
S&P 500	5.94	8.65	4.76	33.19	44.98	101.57	193.41	203.56
+/- S&P 500	27.50	109.12	38.98	234.71	180.31	-10.36	-101.73	378.97

Strategy Description

Summary

Account & Fees

Type	Fund
Minimum Investment	$ 100k
Trading Level Incremental Increase	$ 0k
CTA Max Funding Factor
Management Fee	2.00%
Performance Fee	20.00%
Average Commission	$12.00
Available to US Investors	Yes

Subscriptions

High Water Mark	Yes
Subscription Frequency	15-30 Days
Redemption Frequency	15-30 Days
Investor Requirements	Accredited Investors
Lock-up Period	0

Trading

Trading Frequency	1000 RT/YR/$M
Avg. Margin-to-Equity	18%
Targeted Worst DD
Worst Peak-to-Trough
Sector Focus	Diversified Traders

Holding Periods

Over 12 Months	0%
4-12 Months	20.00%
1-3 Months	30.00%
1-30 Days	50.00%
Intraday	0%

Decision-Making

Discretionary	0%
Systematic	100.00%

Strategy

Trend-following: 100.00%

Composition

Stock Indices: 12.00%
Currency Futures: 11.00%
Industrial Metals: 11.00%
Precious Metals: 11.00%
Energy: 11.00%
Grains: 11.00%
Interest Rates: 11.00%
Livestock: 11.00%
Softs: 11.00%

Summary

Founded in 2008 by Donald Wieczorek, Purple Valley Capital, Inc. (“PVC”) is an asset management firm that offers professional money management to institutions and high net worth individuals by trading a diverse group of futures markets. Our primary objective is to use our systematic risk management strategy to capture large market trends around the world in order to provide investors long-term capital appreciation with very low correlation to traditional investments. Please visit each section of the website to learn more about the benefits of diversifying your portfolio by investing with PVC.

Investment Strategy

Purple Valley Capital, Inc. utilizes a disciplined and systematic strategy to trade a wide array of global futures markets with the goal of capturing large persistent market trends. The strategy is highly diversified, trading over 40 markets, across many time frames, both long and short. The core of the investment program is to cut losing trades very quickly and systematically, ride winners, appropriately manage risk, and be consistent. Patience and discipline are essential while trading this program. The active risk control process seeks to protect capital and limit downside risk, while skewing returns and volatility to the upside.

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Index: Chart Type:

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

Compare to:

Index:

Monthly Annual

Reward
Average RoR:
Max Gain:
Gain Frequency:
Average Gain:
Gain Deviation:
Risk
Standard Deviation:
Worst Loss:
Loss Frequency:
Average Loss:
Loss Deviation:
Reward/Risk
Sharpe Ratio: (RF=1%)
Skewness:
Kurtosis:

Reward
Compound RoR:
Average RoR:
Max Gain:
Gain Frequency:
Average Gain:
Gain Deviation:
Risk
Standard Deviation:
Worst Loss:
Loss Frequency:
Average Loss:
Loss Deviation:
Reward/Risk
Sharpe Ratio: (RF=1%)
Skewness:
Kurtosis:

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

Note: Figures shown in the Monthly column are the greatest figures (or worst for losses/drawdowns) for any particular month. The Annual figures are the greatest for any calendar year.

Drawdown Report

Depth	Length (Mos.)	Recovery (Mos.)	Peak	Valley
-69.77	54	17	1/1/2015	7/1/2019
-47.56	31	14	4/1/2011	11/1/2013
-43.22	9	4	11/1/2009	8/1/2010
-17.46	5	1	11/1/2008	4/1/2009
-13.27	1	3	5/1/2009	6/1/2009
-2.10	1	1	9/1/2009	10/1/2009
-0.61	1	1	12/1/2010	1/1/2011
-0.52	1	1	2/1/2011	3/1/2011

Consecutive Gains

Run-up	Length (Mos.)	Start	End
190.66	5	10/1/2020	2/1/2021
112.01	4	9/1/2010	12/1/2010
93.39	6	8/1/2014	1/1/2015
84.12	2	2/1/2020	3/1/2020
73.94	4	8/1/2008	11/1/2008
40.93	2	7/1/2020	8/1/2020
38.24	1	5/1/2009	5/1/2009
31.64	4	10/1/2017	1/1/2018
27.26	1	11/1/2009	11/1/2009
24.84	1	8/1/2019	8/1/2019
24.45	3	4/1/2013	6/1/2013
22.12	5	12/1/2013	4/1/2014
18.18	1	4/1/2016	4/1/2016
18.00	1	2/1/2011	2/1/2011
17.60	3	7/1/2009	9/1/2009
17.05	1	8/1/2011	8/1/2011
16.38	2	11/1/2018	12/1/2018
15.27	1	5/1/2012	5/1/2012
14.72	2	8/1/2018	9/1/2018
14.14	2	7/1/2012	8/1/2012
13.76	3	4/1/2019	6/1/2019
13.64	1	4/1/2011	4/1/2011
13.30	1	7/1/2015	7/1/2015
12.48	1	2/1/2012	2/1/2012
11.12	1	6/1/2014	6/1/2014
10.98	3	10/1/2019	12/1/2019
10.72	1	11/1/2015	11/1/2015
8.24	1	2/1/2019	2/1/2019
6.68	2	12/1/2012	1/1/2013
6.04	2	5/1/2010	6/1/2010
4.82	1	6/1/2018	6/1/2018
4.45	1	9/1/2015	9/1/2015
4.33	1	2/1/2016	2/1/2016
4.06	2	10/1/2016	11/1/2016
3.34	1	8/1/2013	8/1/2013
3.14	1	2/1/2009	2/1/2009
3.01	1	7/1/2016	7/1/2016
2.15	1	3/1/2015	3/1/2015
1.48	1	11/1/2011	11/1/2011
0.86	1	4/1/2017	4/1/2017
0.68	1	7/1/2017	7/1/2017

Consecutive Losses

Run-up	Length (Mos.)	Start	End
-38.02	4	2/1/2018	5/1/2018
-35.10	5	12/1/2009	4/1/2010
-27.90	3	5/1/2011	7/1/2011
-27.28	3	4/1/2020	6/1/2020
-26.12	3	9/1/2013	11/1/2013
-23.29	3	4/1/2015	6/1/2015
-21.74	2	9/1/2011	10/1/2011
-21.63	2	8/1/2016	9/1/2016
-21.09	1	9/1/2020	9/1/2020
-19.57	1	9/1/2019	9/1/2019
-17.50	2	7/1/2010	8/1/2010
-17.43	1	7/1/2019	7/1/2019
-16.71	1	10/1/2018	10/1/2018
-16.59	1	3/1/2016	3/1/2016
-16.31	2	5/1/2016	6/1/2016
-15.83	1	10/1/2015	10/1/2015
-15.41	2	2/1/2013	3/1/2013
-14.78	3	9/1/2012	11/1/2012
-13.64	2	12/1/2008	1/1/2009
-13.27	1	6/1/2009	6/1/2009
-12.08	1	3/1/2019	3/1/2019
-11.55	1	6/1/2012	6/1/2012
-11.36	4	12/1/2016	3/1/2017
-10.36	2	12/1/2015	1/1/2016
-8.73	2	8/1/2017	9/1/2017
-8.15	2	3/1/2012	4/1/2012
-8.09	1	5/1/2014	5/1/2014
-8.00	1	7/1/2013	7/1/2013
-7.79	1	1/1/2019	1/1/2019
-7.44	1	7/1/2014	7/1/2014
-7.32	2	3/1/2009	4/1/2009
-6.24	2	5/1/2017	6/1/2017
-5.65	1	2/1/2015	2/1/2015
-4.60	1	7/1/2018	7/1/2018
-3.20	2	12/1/2011	1/1/2012
-2.10	1	10/1/2009	10/1/2009
-0.69	1	1/1/2020	1/1/2020
-0.67	1	8/1/2015	8/1/2015
-0.61	1	1/1/2011	1/1/2011
-0.52	1	3/1/2011	3/1/2011

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year	4 Year	5 Year
Number of Periods	151.00	149.00	146.00	140.00	134.00	128.00	116.00	104.00	92.00
Percent Profitable	52.32	48.99	48.63	43.57	46.27	51.56	56.03	53.85	40.22
Average Period Return	2.13	5.88	8.81	15.77	16.03	18.57	15.05	11.58	12.89
Average Gain	11.27	23.47	33.11	59.19	61.15	63.84	54.29	49.98	77.17
Average Loss	-7.90	-11.01	-14.19	-17.76	-22.82	-29.61	-34.97	-33.23	-30.36
Best Period	56.50	117.77	148.64	267.90	283.70	295.59	225.29	204.12	176.52
Worst Period	-22.21	-32.94	-38.02	-41.96	-47.67	-53.47	-60.62	-66.60	-66.54
Standard Deviation	13.69	25.63	34.92	53.48	54.92	59.96	57.77	56.12	65.28
Gain Standard Deviation	12.20	25.97	35.81	55.62	50.23	50.67	46.89	47.63	57.94
Loss Standard Deviation	6.12	7.65	8.59	10.24	13.20	13.15	17.52	20.95	14.41
Sharpe Ratio (1%)	0.15	0.22	0.24	0.28	0.26	0.28	0.21	0.13	0.12
Average Gain / Average Loss	1.43	2.13	2.33	3.33	2.68	2.16	1.55	1.50	2.54
Profit / Loss Ratio	1.56	2.05	2.21	2.57	2.31	2.29	1.98	1.75	1.71
Downside Deviation (10%)	7.11	10.29	13.42	18.73	24.30	29.20	35.64	40.14	46.47
Downside Deviation (5%)	6.93	9.70	12.17	16.03	20.25	23.81	27.70	28.99	29.56
Downside Deviation (0%)	6.89	9.56	11.86	15.37	19.29	22.52	25.89	26.61	25.94
Sortino Ratio (10%)	0.24	0.45	0.47	0.57	0.35	0.29	-0.02	-0.25	-0.32
Sortino Ratio (5%)	0.29	0.58	0.68	0.92	0.72	0.70	0.43	0.26	0.26
Sortino Ratio (0%)	0.31	0.62	0.74	1.03	0.83	0.82	0.58	0.44	0.50

Top Performer Badges

Index	Award Type	Rank	Performance	Period
Trend Following Strategy Index	Month	1	7.72	1/2021
Systematic Trader Index	Month	1	7.72	1/2021
IASG CTA Index	Month	2	7.72	1/2021
Diversified Trader Index	Month	2	7.72	1/2021
Systematic Trader Index	Month	1	51.50	12/2020
Diversified Trader Index	Month	1	51.50	12/2020
IASG CTA Index	Month	1	51.50	12/2020
Trend Following Strategy Index	Month	1	51.50	12/2020
Trend Following Strategy Index	Month	2	20.39	11/2020
Diversified Trader Index	Month	2	20.39	11/2020
IASG CTA Index	Month	3	20.39	11/2020
Systematic Trader Index	Month	3	20.39	11/2020
Diversified Trader Index	Month	2	10.32	10/2020
IASG CTA Index	Month	3	10.32	10/2020
Systematic Trader Index	Month	2	10.32	10/2020
Trend Following Strategy Index	Month	1	10.32	10/2020
Trend Following Strategy Index	Month	3	10.57	8/2020
Systematic Trader Index	Month	3	10.57	8/2020
Diversified Trader Index	Month	3	10.57	8/2020
IASG CTA Index	Month	4	10.57	8/2020
Diversified Trader Index	Month	3	27.16	7/2020
Systematic Trader Index	Month	3	27.16	7/2020
Trend Following Strategy Index	Month	3	27.16	7/2020
IASG CTA Index	Month	3	27.16	7/2020
IASG CTA Index	Month	1	56.35	3/2020
Trend Following Strategy Index	Month	1	56.35	3/2020
Diversified Trader Index	Month	1	56.35	3/2020
Systematic Trader Index	Month	1	56.35	3/2020
Trend Following Strategy Index	Month	3	17.65	2/2020
Diversified Trader Index	Month	3	17.65	2/2020
IASG CTA Index	Month	4	17.65	2/2020
Systematic Trader Index	Month	4	17.65	2/2020
Diversified Trader Index	Month	3	10.08	12/2019
Trend Following Strategy Index	Month	3	10.08	12/2019
Systematic Trader Index	Month	3	10.08	12/2019
IASG CTA Index	Month	3	10.08	12/2019
Diversified Trader Index	Month	2	24.84	8/2019
Trend Following Strategy Index	Month	2	24.84	8/2019
Systematic Trader Index	Month	2	24.84	8/2019
IASG CTA Index	Month	2	24.84	8/2019
Trend Following Strategy Index	Month	4	5.93	5/2019
Diversified Trader Index	Month	6	5.93	5/2019
Systematic Trader Index	Month	8	5.93	5/2019
Diversified Trader Index	Month	8	5.09	4/2019
Systematic Trader Index	Month	7	5.09	4/2019
IASG CTA Index	Month	8	5.09	4/2019
Trend Following Strategy Index	Month	6	5.09	4/2019
IASG CTA Index	Month	2	8.24	2/2019
Trend Following Strategy Index	Month	2	8.24	2/2019
Diversified Trader Index	Month	2	8.24	2/2019
Systematic Trader Index	Month	2	8.24	2/2019
Systematic Trader Index	Month	3	14.22	8/2018
Diversified Trader Index	Month	3	14.22	8/2018
IASG CTA Index	Month	3	14.22	8/2018
Trend Following Strategy Index	Month	3	14.22	8/2018
Trend Following Strategy Index	Month	3	4.52	6/2018
Systematic Trader Index	Month	7	4.52	6/2018
Diversified Trader Index	Month	5	4.52	6/2018
IASG CTA Index	Month	9	4.52	6/2018
IASG CTA Index	Month	2	17.56	1/2018
Diversified Trader Index	Month	2	17.56	1/2018
Systematic Trader Index	Month	2	17.56	1/2018
Trend Following Strategy Index	Month	2	17.56	1/2018
Trend Following Strategy Index	Month	2	3.96	11/2017
Diversified Trader Index	Month	2	3.96	11/2017
IASG CTA Index	Month	4	3.96	11/2017
Systematic Trader Index	Month	4	3.96	11/2017
Trend Following Strategy Index	Month	9	7.44	10/2017
Trend Following Strategy Index	Month	7	1.06	10/2016
Diversified Trader Index	Month	2	18.18	4/2016
Systematic Trader Index	Month	2	18.18	4/2016
Trend Following Strategy Index	Month	2	18.18	4/2016
IASG CTA Index	Month	1	18.18	4/2016
Trend Following Strategy Index	Month	8	10.72	11/2015
Diversified Trader Index	Month	8	10.72	11/2015
IASG CTA Index	Month	6	10.72	11/2015
Systematic Trader Index	Month	9	10.72	11/2015
IASG CTA Index	Month	6	13.30	7/2015
Diversified Trader Index	Month	5	13.30	7/2015
Trend Following Strategy Index	Month	5	13.30	7/2015
Systematic Trader Index	Month	4	13.30	7/2015
Trend Following Strategy Index	Month	4	19.39	1/2015
Systematic Trader Index	Month	5	19.39	1/2015
Diversified Trader Index	Month	5	19.39	1/2015
IASG CTA Index	Month	6	19.39	1/2015
IASG CTA Index	Annual	3	87.49	2014
Diversified Trader Index	Month	9	14.64	11/2014
Systematic Trader Index	Month	10	14.64	11/2014
Trend Following Strategy Index	Month	9	14.64	11/2014
IASG CTA Index	Month	9	14.64	11/2014
Trend Following Strategy Index	Month	1	32.20	9/2014
Systematic Trader Index	Month	1	32.20	9/2014
Diversified Trader Index	Month	1	32.20	9/2014
IASG CTA Index	Month	2	32.20	9/2014
IASG CTA Index	Month	2	11.00	6/2014
Diversified Trader Index	Month	1	11.00	6/2014
Systematic Trader Index	Month	1	11.00	6/2014
Trend Following Strategy Index	Month	1	11.00	6/2014
Trend Following Strategy Index	Month	2	6.76	3/2014
Diversified Trader Index	Month	5	6.76	3/2014

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

^#1

Top Performer

TREND FOLLOWING STRATEGY INDEX

JANUARY
2021

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Program Name	CAROR
Diversified Trend 1	16.49%

IASG Activity

Blends 47
Portfolios 24
Watchlists 40

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Purple Valley Capital, Inc. : Diversified Trend 1

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Summary

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Summary

Investment Strategy

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

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Purple Valley Capital, Inc. : Diversified Trend 1

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Summary

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Summary

Investment Strategy

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

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